+63.2%
DHI vs HDB
-34.5%
+97.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | -0.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -5.4% | +1.0% | -6.4% | -5.8% |
| 3M | -10.4% | -2.0% | -8.5% | -10.1% |
| 6M | -2.8% | -18.1% | +15.3% | +3.4% |
| YTD | -3.4% | -36.1% | +32.7% | +11.3% |
| 1Y | -22.9% | -34.0% | +11.1% | -12.3% |
| 3Y | +20.7% | -26.7% | +47.4% | +29.7% |
| All | +63.2% | -34.5% | +97.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling